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Report NEP-ECM-2025-05-26
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Koki Fusejima & Takuya Ishihara, 2025, "Identification and estimation of treatment effects in a linear factor model with fixed number of time periods," Papers, arXiv.org, number 2503.21763, Mar.
- Masamune Iwasawa, 2025, "Finite-Sample Risk Approximation and Risk-Consistent Tuning for Generalized Ridge Estimation in Nonlinear Models: Controlling Extreme Realizations," Papers, arXiv.org, number 2504.19018, Apr, revised Apr 2026.
- Kaicheng Chen, 2025, "Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity," Papers, arXiv.org, number 2504.18772, Apr, revised Dec 2025.
- Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2025, "Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference," Staff Working Papers, Bank of Canada, number 25-14, May, DOI: 10.34989/swp-2025-14.
- Susan Athey & Guido Imbens, 2025, "Identification of Average Treatment Effects in Nonparametric Panel Models," Papers, arXiv.org, number 2503.19873, Mar.
- Luis Alvarez & Bruno Ferman & Kaspar Wuthrich, 2025, "Inference with few treated units," Papers, arXiv.org, number 2504.19841, Apr, revised Jun 2025.
- Sam van Meer & Nick W. Koning, 2025, "Real-time Program Evaluation using Anytime-valid Rank Tests," Papers, arXiv.org, number 2504.21595, Apr.
- Tian Xie, 2025, "Automatic Inference for Value-Added Regressions," Papers, arXiv.org, number 2503.19178, Mar, revised Dec 2025.
- Yanhao 'Max' Wei & Zhenling Jiang, 2025, "Pre-Training Estimators for Structural Models: Application to Consumer Search," Papers, arXiv.org, number 2505.00526, May, revised Nov 2025.
- Ratbek Dzhumashev & Ainura Tursunalieva, 2025, "A test for instrumental variable validity using a correlation restriction," Monash Economics Working Papers, Monash University, Department of Economics, number 2025-06, May.
- Jiafeng Chen & Jiaying Gu & Soonwoo Kwon, 2025, "Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression," Papers, arXiv.org, number 2503.19095, Mar, revised Feb 2026.
- Francesco Giancaterini & Alain Hecq & Joann Jasiak & Aryan Manafi Neyazi, 2025, "Regularized Generalized Covariance (RGCov) Estimator," Papers, arXiv.org, number 2504.18678, Apr.
- Joshua Chan & Christian Matthes & Xuewen Yu, 2025, "Large Structural VARs with Multiple Sign and Ranking Restrictions," Papers, arXiv.org, number 2503.20668, Mar.
- Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2025, "An Axiomatic Approach to Comparing Sensitivity Parameters," Papers, arXiv.org, number 2504.21106, Apr, revised Feb 2026.
- Mauricio Olivares & Tomasz Olma & Daniel Wilhelm, 2025, "A Powerful Bootstrap Test of Independence in High Dimensions," Papers, arXiv.org, number 2503.21715, Mar, revised Feb 2026.
- Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2025, "Local Projections or VARs? A Primer for Macroeconomists," Papers, arXiv.org, number 2503.17144, Mar, revised May 2025.
- Yusuke Adachi, 2025, "Estimating the housing production function with unobserved land heterogeneity," Papers, arXiv.org, number 2504.20429, Apr.
- Yanqin Fan & Yuan Qi & Gaoqian Xu, 2025, "Policy Learning with $\alpha$-Expected Welfare," Papers, arXiv.org, number 2505.00256, Apr.
- Jacob Carlson & Melissa Dell, 2025, "A Unifying Framework for Robust and Efficient Inference with Unstructured Data," Papers, arXiv.org, number 2505.00282, May, revised Feb 2026.
- Demian Pouzo & Martin Sola & Zacharias Psaradakis, 2025, "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Papers, arXiv.org, number 2504.21669, Apr.
- Dan Ben-Moshe & David Genesove, 2025, "Assignment at the Frontier: Identifying the Frontier Structural Function and Bounding Mean Deviations," Papers, arXiv.org, number 2504.19832, Apr, revised Mar 2026.
- Giovanni Compiani & Ilya Morozov & Stephan Seiler, 2025, "Demand Estimation with Text and Image Data," Papers, arXiv.org, number 2503.20711, Mar, revised Feb 2026.
- Ryota Ishikawa, 2025, "Identification of social effects through variations in network structures," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2509, May.
- Appelbaum, Elie & Leshno, Moshe & Prisman, Eitan & Prisman, Eliezer, Z., 2025, "A Decision-Theoretic Method for Analyzing Crossing Survival Curves in Healthcare," MPRA Paper, University Library of Munich, Germany, number 124419, Mar.